-37.5%
HUBS vs ROIV
+295.0%
-332.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +18.8% | -21.7% | -5.7% |
| 7D | -4.3% | +20.2% | -24.4% | -7.2% |
| 30D | +14.2% | +14.1% | +0.1% | +11.5% |
| 3M | +15.5% | +45.6% | -30.1% | +7.9% |
| 6M | -18.9% | +44.1% | -63.1% | -24.6% |
| YTD | -40.1% | +91.2% | -131.2% | -47.2% |
| 1Y | -51.8% | +221.3% | -273.1% | -61.5% |
| 3Y | -55.2% | +229.2% | -284.5% | -65.1% |
| 5Y | -64.7% | +316.5% | -381.1% | -76.2% |
| All | -37.5% | +295.0% | -332.6% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling